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20122020
most citedStochastic viability and comparison theorems for mixed stochastic differential equations

15 citations · 19 across the 2 of their papers we have counts for

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Showing 2016Show all

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math.PR2016★ 4 cited

Approximations for a solution to stochastic heat equation with stable noise

Larysa Pryhara, Georgiy Shevchenko

We consider a Cauchy problem for stochastic heat equation driven by a real harmonizable fractional stable process with Hurst parameter and stability index . It is…

math.PR2016

Fractionally integrated inverse stable subordinators

Alexander Iksanov, Zakhar Kabluchko, Alexander Marynych +1

A fractionally integrated inverse stable subordinator (FIISS) is the convolution of a power function and an inverse stable subordinator. We show that the FIISS is a scaling limit i…